The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations

DOI10.1155/2012/350407zbMath1253.65009OpenAlexW2038417580WikidataQ58696377 ScholiaQ58696377MaRDI QIDQ696047

Yu Xiao, Chunmei Shi, Chi-Ping Zhang

Publication date: 18 December 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/350407

zbMATH Keywords

numerical approximationexponential Euler methodsemilinear stochastic differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

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